-39.8%
BABA vs EXPE
+46.0%
-85.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -13.8% | -0.5% | -13.3% | -13.7% |
| 30D | -15.1% | -6.1% | -9.0% | -14.4% |
| 3M | -22.7% | -21.3% | -1.4% | -18.8% |
| 6M | -34.7% | +19.0% | -53.7% | -38.8% |
| YTD | -35.0% | -8.4% | -26.6% | -35.6% |
| 1Y | -40.4% | -2.8% | -37.6% | -42.1% |
| 3Y | +21.9% | +120.8% | -98.8% | -16.2% |
| All | -39.8% | +46.0% | -85.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling